HSBC WAR. CALL 06/24 VNX/ DE000HG4B493 /
| 14/06/2024 21:36:31 | Chg.-0.560 | Bid21:59:56 | Ask21:59:56 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 11.100EUR | -4.80% | 11.060 Bid Size: 50,000 |
11.160 Ask Size: 50,000 |
NXP Semiconductors N... | 150.00 - | 20/06/2024 | Call |
Master data
| WKN: | HG4B49 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | NXP Semiconductors NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 20/06/2024 |
| Issue date: | 23/06/2022 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 10.51 |
|---|---|
| Intrinsic value: | 10.50 |
| Implied volatility: | 4.16 |
| Historic volatility: | 0.30 |
| Parity: | 10.50 |
| Time value: | 0.66 |
| Break-even: | 261.60 |
| Moneyness: | 1.70 |
| Premium: | 0.03 |
| Premium p.a.: | 5.46 |
| Spread abs.: | 0.10 |
| Spread %: | 0.90% |
| Delta: | 0.91 |
| Theta: | -2.05 |
| Omega: | 2.08 |
| Rho: | 0.02 |
Quote data
| Open: | 11.720 |
|---|---|
| High: | 11.720 |
| Low: | 11.060 |
| Previous Close: | 11.660 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.12% | ||
|---|---|---|---|
| 1 Month | -0.89% | ||
| 3 Months | +37.04% | ||
| YTD | +47.41% | ||
| 1 Year | +102.19% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 12.110 | 11.100 |
|---|---|---|
| 1M High / 1M Low: | 12.110 | 10.720 |
| 6M High / 6M Low: | 12.110 | 5.350 |
| High (YTD): | 12/06/2024 | 12.110 |
| Low (YTD): | 17/01/2024 | 5.350 |
| 52W High: | 12/06/2024 | 12.110 |
| 52W Low: | 01/11/2023 | 3.300 |
| Avg. price 1W: | 11.680 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 11.431 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 8.633 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 7.116 | |
| Avg. volume 1Y: | .387 | |
| Volatility 1M: | 50.35% | |
| Volatility 6M: | 76.27% | |
| Volatility 1Y: | 81.00% | |
| Volatility 3Y: | - |
